+5,150.1%
BHP vs BWA
+3,492.4%
+1,657.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.5% |
| 7D | -2.9% | +5.7% | -8.6% | -5.2% |
| 30D | +3.4% | +1.4% | +2.0% | +2.5% |
| 3M | +4.1% | -12.1% | +16.2% | +9.6% |
| 6M | +20.6% | +28.6% | -8.0% | +8.0% |
| YTD | +56.1% | +51.1% | +5.0% | +28.9% |
| 1Y | +69.6% | +55.9% | +13.7% | +37.6% |
| 3Y | +78.8% | +70.1% | +8.7% | +35.8% |
| 5Y | +113.1% | +90.7% | +22.4% | +49.1% |
| 10Y | +505.9% | +154.0% | +351.9% | +251.7% |
| All | +5,150.1% | +3,492.4% | +1,657.8% | +1,490.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling